Table 2.
Selection | PCD (%) | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Model | Choice | CR | n | MSE | Incor0 | Corr0 | Exact | Cover | Unpenalized | Penalized |
I | 1 | 15% | 400 | 0.382 (0.017) | 0.04 | 5.84 | 0.310 | 0.962 | 90.1 | 91.6 |
800 | 0.221 (0.011) | 0.01 | 5.83 | 0.346 | 0.992 | 91.9 | 93.5 | |||
40% | 400 | 0.940 (0.037) | 0.20 | 4.67 | 0.052 | 0.856 | 84.7 | 85.5 | ||
800 | 0.662 (0.023) | 0.06 | 4.55 | 0.054 | 0.948 | 86.5 | 87.4 | |||
2 | 15% | 400 | 0.254 (0.011) | 0.01 | 6.03 | 0.392 | 0.988 | 92.0 | 93.4 | |
800 | 0.145 (0.006) | 0.00 | 6.19 | 0.504 | 1 | 93.9 | 95.2 | |||
40% | 400 | 0.512 (0.019) | 0.06 | 5.17 | 0.168 | 0.944 | 89.5 | 90.7 | ||
800 | 0.371 (0.014) | 0.01 | 5.24 | 0.190 | 0.988 | 91.3 | 92.5 | |||
II | 1 | 15% | 400 | 1.666 (0.049) | 0.39 | 17.01 | 0.038 | 0.720 | 85.5 | 87.5 |
800 | 0.819 (0.029) | 0.09 | 18.15 | 0.120 | 0.924 | 89.3 | 91.4 | |||
40% | 400 | 2.934 (0.074) | 0.80 | 14.15 | 0.000 | 0.472 | 80.8 | 81.7 | ||
800 | 1.791 (0.057) | 0.30 | 14.70 | 0.008 | 0.756 | 85.1 | 86.5 | |||
2 | 15% | 400 | 1.216 (0.036) | 0.23 | 17.46 | 0.040 | 0.822 | 87.5 | 89.6 | |
800 | 0.588 (0.019) | 0.04 | 18.51 | 0.172 | 0.962 | 90.9 | 93.0 | |||
40% | 400 | 1.915 (0.042) | 0.37 | 14.59 | 0.004 | 0.720 | 84.3 | 85.7 | ||
800 | 1.103 (0.028) | 0.09 | 15.87 | 0.026 | 0.928 | 88.3 | 90.0 | |||
III | 1 | 15% | 400 | 1.464 (0.043) | 0.22 | 17.10 | 0.036 | 0.800 | 86.9 | 88.2 |
800 | 0.715 (0.026) | 0.04 | 18.02 | 0.114 | 0.964 | 90.3 | 92.0 | |||
40% | 400 | 2.870 (0.070) | 0.56 | 14.13 | 0.004 | 0.590 | 81.4 | 82.0 | ||
800 | 1.745 (0.051) | 0.17 | 14.49 | 0.006 | 0.850 | 85.3 | 86.4 | |||
2 | 15% | 400 | 1.179 (0.034) | 0.14 | 17.14 | 0.050 | 0.882 | 88.4 | 89.9 | |
800 | 0.588 (0.019) | 0.02 | 18.30 | 0.152 | 0.980 | 91.5 | 93.1 | |||
40% | 400 | 2.084 (0.045) | 0.33 | 14.21 | 0.004 | 0.722 | 84.2 | 85.2 | ||
800 | 1.301 (0.031) | 0.07 | 15.17 | 0.024 | 0.936 | 87.9 | 89.2 | |||
IV | 1 | 15% | 400 | 0.539 (0.020) | 0.09 | 43.21 | 0.114 | 0.922 | 82.4 | 89.8 |
800 | 0.276 (0.011) | 0.01 | 44.04 | 0.180 | 0.992 | 86.0 | 92.9 | |||
40% | 400 | 1.534 (0.043) | 0.31 | 35.63 | 0.002 | 0.754 | 76.1 | 80.9 | ||
800 | 0.979 (0.036) | 0.10 | 36.91 | 0.006 | 0.914 | 80.0 | 84.8 | |||
2 | 15% | 400 | 0.369 (0.012) | 0.01 | 41.86 | 0.072 | 0.994 | 84.9 | 91.5 | |
800 | 0.180 (0.006) | 0.00 | 44.70 | 0.288 | 1.000 | 88.8 | 94.5 | |||
40% | 400 | 1.154 (0.029) | 0.05 | 29.97 | 0.004 | 0.946 | 80.1 | 84.3 | ||
800 | 0.508 (0.015) | 0.01 | 38.08 | 0.028 | 0.992 | 85.5 | 90.4 |